Anic Equity¶

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Total return since start: 0.547 %¶

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Equity now: -----------------------------> 47243.73 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45848.82 Kr¶

PnL: ---------------------------------------> -1039.75 Kr¶

DD now: ---------------------------------> -2.85 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 13:11:45.551942'

Anic Portfolio¶

Today¶

Return: -1.383 %¶

This Week¶

Return: -0.609 %¶

Total¶

Return: 54.664 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.500000 3020.000000 93.000000 3.180000 2927.000000
HEBA B 70 -2.990000 2726.500000 90.500000 3.430000 2636.000010
Beijer Electronics Group 26 -3.800000 3026.400000 55.400000 1.860000 2971.000006
Corem Property Group B 59 -2.590000 621.270000 44.270000 7.670000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -8.170000 389.000000 34.000000 9.580000 355.000000
SAAB B 8 0.050000 3403.200000 26.200000 0.780000 3377.000000
OEM International B 7 -2.370000 548.100000 20.100000 3.810000 527.999997
MedCap 2 -1.570000 439.000000 18.000000 4.280000 421.000000
Norva24 Group 16 -2.520000 557.760000 14.760000 2.720000 543.000000
Intrum 4 -2.240000 540.400000 13.400000 2.540000 527.000000
AcadeMedia 12 -0.590000 565.680000 8.680000 1.560000 557.000004
Eastnine 4 -1.730000 499.200000 8.200000 1.670000 491.000000
Coor Service Management Hold. 8 -2.100000 540.000000 8.000000 1.500000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 568.050000 6.050000 1.080000 562.000005
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Securitas B 6 -0.440000 571.800000 1.800000 0.320000 570.000000
HMS Networks 2 -5.290000 673.600000 0.600000 0.090000 673.000000
Swedbank A 3 -0.690000 563.250000 -0.750000 -0.130000 564.000000
Resurs Holding 22 -1.060000 573.100000 -0.900000 -0.160000 573.999998
Samhällsbyggnadsbo. i Norden D 12 -4.950000 244.080000 -1.920000 -0.780000 246.000000
Essity B 2 0.280000 571.800000 -2.200000 -0.380000 574.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
Handelsbanken A 5 -0.230000 539.750000 -6.250000 -1.140000 546.000000
Karnov Group 9 -0.340000 526.500000 -9.500000 -1.770000 536.000004
Midsona B 63 -0.550000 571.410000 -11.590000 -1.990000 582.999984
CTEK 13 -3.340000 515.840000 -18.160000 -3.400000 533.999999
Boozt 12 -5.290000 1632.000000 -22.000000 -1.330000 1653.999996
Nordea Bank Abp 29 -0.780000 3412.720000 -41.280000 -1.200000 3453.999992
Vivesto 1368 -1.630000 560.610000 -52.390000 -8.550000 612.999432
International Petroleum Corp. 5 -4.100000 537.500000 -57.070000 -9.600000 594.565215
Sampo Oyj SDB 7 0.940000 3773.000000 -77.000000 -2.000000 3850.000000
Axfood 13 -0.430000 3612.700000 -143.300000 -3.820000 3756.000001
OX2 18 -4.770000 1454.400000 -209.600000 -12.600000 1663.999992
Fasadgruppen Group 35 -0.510000 3430.000000 -381.000000 -10.000000 3810.999990
Ovzon 52 -2.260000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 45848.820000 -1039.750000 -2.85043% 46888.564618

Updated:¶

'2023-01-19 13:11:58.306803'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶